-18.5%
SPGI vs OTIS
-18.7%
+0.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -3.1% | -2.2% | -0.9% | -2.4% |
| 30D | +2.0% | -4.3% | +6.4% | +3.3% |
| 3M | +4.3% | -2.2% | +6.5% | +5.1% |
| 6M | -0.2% | -19.9% | +19.7% | +3.6% |
| YTD | -14.8% | -19.3% | +4.5% | -10.8% |
| 1Y | -18.5% | -19.6% | +1.0% | -16.8% |
| All | -18.5% | -18.7% | +0.2% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling